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Efficiency comparisons of maximum-likelihood-based estimators in GARCH models

González-Rivera,G.
; 
Drost,F.C.
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DP 98124 Pagination: 18
Date
1999
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Tilburg University Research Output Collection
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González-Rivera, G & Drost, F C 1999, 'Efficiency comparisons of maximum-likelihood-based estimators in GARCH models', Journal of Econometrics, vol. 93, no. 1, pp. 93-111.
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https://hdl.handle.net/20.500.14602/35037
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